Deep Learning for Energy Time-Series Analysis and Forecasting

Energy time-series analysis describes the process of analyzing past energy observations and possibly external factors so as to predict the future. Different tasks are involved in the general field of energy time-series analysis and forecasting, with electric load demand forecasting, personalized energy consumption forecasting, as well as renewable energy generation forecasting being among the most common ones. Following the exceptional performance of Deep Learning (DL) in a broad area of vision tasks, DL models have successfully been utilized in time-series forecasting tasks. This paper aims to provide insight into various DL methods geared towards improving the performance in energy time-series forecasting tasks, with special emphasis in Greek Energy Market, and equip the reader with the necessary knowledge to apply these methods in practice.

Variational Voxel Pseudo Image Tracking

Uncertainty estimation is an important task for critical problems, such as robotics and autonomous driving, because it allows creating statistically better perception models and signaling the model's certainty in its predictions to the decision method or a human supervisor. In this paper, we propose a Variational Neural Network-based version of a Voxel Pseudo Image Tracking (VPIT) method for 3D Single Object Tracking. The Variational Feature Generation Network of the proposed Variational VPIT computes features for target and search regions and the corresponding uncertainties, which are later combined using an uncertainty-aware cross-correlation module in one of two ways: by computing similarity between the corresponding uncertainties and adding it to the regular cross-correlation values, or by penalizing the uncertain feature channels to increase influence of the certain features. In experiments, we show that both methods improve tracking performance, while penalization of uncertain features provides the best uncertainty quality.

A Novel Dataset for Evaluating and Alleviating Domain Shift for Human Detection in Agricultural Fields

In this paper we evaluate the impact of domain shift on human detection models trained on well known object detection datasets when deployed on data outside the distribution of the training set, as well as propose methods to alleviate such phenomena based on the available annotations from the target domain. Specifically, we introduce the OpenDR Humans in Field dataset, collected in the context of agricultural robotics applications, using the Robotti platform, allowing for quantitatively measuring the impact of domain shift in such applications. Furthermore, we examine the importance of manual annotation by evaluating three distinct scenarios concerning the training data: a) only negative samples, i.e., no depicted humans, b) only positive samples, i.e., only images which contain humans, and c) both negative and positive samples. Our results indicate that good performance can be achieved even when using only negative samples, if additional consideration is given to the training process. We also find that positive samples increase performance especially in terms of better localization. The dataset is publicly available for download at https://github.com/opendr-eu/datasets.

MLGWSC-1: The first Machine Learning Gravitational-Wave Search Mock Data Challenge

We present the results of the first Machine Learning Gravitational-Wave Search Mock Data Challenge (MLGWSC-1). For this challenge, participating groups had to identify gravitational-wave signals from binary black hole mergers of increasing complexity and duration embedded in progressively more realistic noise. The final of the 4 provided datasets contained real noise from the O3a observing run and signals up to a duration of 20 seconds with the inclusion of precession effects and higher order modes. We present the average sensitivity distance and runtime for the 6 entered algorithms derived from 1 month of test data unknown to the participants prior to submission. Of these, 4 are machine learning algorithms. We find that the best machine learning based algorithms are able to achieve up to 95% of the sensitive distance of matched-filtering based production analyses for simulated Gaussian noise at a false-alarm rate (FAR) of one per month. In contrast, for real noise, the leading machine learning search achieved 70%. For higher FARs the differences in sensitive distance shrink to the point where select machine learning submissions outperform traditional search algorithms at FARs $\geq 200$ per month on some datasets. Our results show that current machine learning search algorithms may already be sensitive enough in limited parameter regions to be useful for some production settings. To improve the state-of-the-art, machine learning algorithms need to reduce the false-alarm rates at which they are capable of detecting signals and extend their validity to regions of parameter space where modeled searches are computationally expensive to run. Based on our findings we compile a list of research areas that we believe are the most important to elevate machine learning searches to an invaluable tool in gravitational-wave signal detection.

VPIT: Real-time Embedded Single Object 3D Tracking Using Voxel Pseudo Images

In this paper, we propose a novel voxel-based 3D single object tracking (3D SOT) method called Voxel Pseudo Image Tracking (VPIT). VPIT is the first method that uses voxel pseudo images for 3D SOT. The input point cloud is structured by pillar-based voxelization, and the resulting pseudo image is used as an input to a 2D-like Siamese SOT method. The pseudo image is created in the Bird's-eye View (BEV) coordinates, and therefore the objects in it have constant size. Thus, only the object rotation can change in the new coordinate system and not the object scale. For this reason, we replace multi-scale search with a multi-rotation search, where differently rotated search regions are compared against a single target representation to predict both position and rotation of the object. Experiments on KITTI Tracking dataset show that VPIT is the fastest 3D SOT method and maintains competitive Success and Precision values. Application of a SOT method in a real-world scenario meets with limitations such as lower computational capabilities of embedded devices and a latency-unforgiving environment, where the method is forced to skip certain data frames if the inference speed is not high enough. We implement a real-time evaluation protocol and show that other methods lose most of their performance on embedded devices, while VPIT maintains its ability to track the object.

Deep Residual Error and Bag-of-Tricks Learning for Gravitational Wave Surrogate Modeling

Deep learning methods have been employed in gravitational-wave astronomy to accelerate the construction of surrogate waveforms for the inspiral of spin-aligned black hole binaries, among other applications. We demonstrate, that the residual error of an artificial neural network that models the coefficients of the surrogate waveform expansion (especially those of the phase of the waveform) has sufficient structure to be learnable by a second network. Adding this second network, we were able to reduce the maximum mismatch for waveforms in a validation set by more than an order of magnitude. We also explored several other ideas for improving the accuracy of the surrogate model, such as the exploitation of similarities between waveforms, the augmentation of the training set, the dissection of the input space, using dedicated networks per output coefficient and output augmentation. In several cases, small improvements can be observed, but the most significant improvement still comes from the addition of a second network that models the residual error. Since the residual error for more general surrogate waveform models (when e.g. eccentricity is included) may also have a specific structure, one can expect our method to be applicable to cases where the gain in accuracy could lead to significant gains in computational time.

Autoencoder-driven Spiral Representation Learning for Gravitational Wave Surrogate Modelling

Recently, artificial neural networks have been gaining momentum in the field of gravitational wave astronomy, for example in surrogate modelling of computationally expensive waveform models for binary black hole inspiral and merger. Surrogate modelling yields fast and accurate approximations of gravitational waves and neural networks have been used in the final step of interpolating the coefficients of the surrogate model for arbitrary waveforms outside the training sample. We investigate the existence of underlying structures in the empirical interpolation coefficients using autoencoders. We demonstrate that when the coefficient space is compressed to only two dimensions, a spiral structure appears, wherein the spiral angle is linearly related to the mass ratio. Based on this finding, we design a spiral module with learnable parameters, that is used as the first layer in a neural network, which learns to map the input space to the coefficients. The spiral module is evaluated on multiple neural network architectures and consistently achieves better speed-accuracy trade-off than baseline models. A thorough experimental study is conducted and the final result is a surrogate model which can evaluate millions of input parameters in a single forward pass in under 1ms on a desktop GPU, while the mismatch between the corresponding generated waveforms and the ground-truth waveforms is better than the compared baseline methods. We anticipate the existence of analogous underlying structures and corresponding computational gains also in the case of spinning black hole binaries.

Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data

Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the prediction of future price movements using limit order book data. Two different sets of features are combined and evaluated: handcrafted features based on the raw order book data and features extracted by ML algorithms, resulting in feature vectors with highly variant dimensionalities. Three classifiers are evaluated using combinations of these sets of features on two different evaluation setups and three prediction scenarios. Even though the large scale and high frequency nature of the limit order book poses several challenges, the scope of the conducted experiments and the significance of the experimental results indicate that Machine Learning highly befits this task carving the path towards future research in this field.